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Trade: ROSE/USDT/120/MIDPRICE/WMA/9410

Strategy
ROSE/USDT/120/MIDPRICE/WMA/9410
Pair
ROSE_USDT
Interval
2h
Score
653723
Daily Profit
0.162845
Profit Factor
7.315094
Profitability
58.208955
Streak
0.000000
Best Strategy
Training Data Length
1774.000000
Evaluation Time
2025-09-28 22:07
Expiration Time
2025-12-01 16:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -96437.3628 99740.4063 -196177.7691 -99887.094 1693076.4537 -1792963.5477
Total P&L (%) -96.4374 99.7404 -196.1778 -99.8871 1693.0765 -1792.9635
Avg Daily Profit (%) -0.0544 0.0562 -0.1106 -0.3818 0.1628 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -504588 -207328 -331505 -2144776 -56433 -2489978
Profit Factor 0.9524 1.1255 0.8404 0.9716 7.3151 0.4482
Total Trades 535 268 267 535 268 267
Winning Trades 292 156 136 292 156 136
Losing Trades 243 112 131 243 112 131
Profitability (%) 54.5794 58.209 50.9363 54.5794 58.209 50.9363
Ratio Avg Win / Avg Loss 0.7925 0.808 0.8095 0.8086 5.2519 0.4317
Largest Winning Trade 35166 28773 35166 285033 285033 231713
Largest Losing Trade -96427 -41563 -96427 -1301706 -56433 -1301706
Avg Bars in Trades 39 30 48 39 30 48
Avg Bars in Winners 31 23 41 31 23 41
Avg Bars in Losers 48 39 55 48 39 55
Bars Traded 21031 8083 12948 21031 8083 12948
Profit Streak 0 0 15.0465 0 0 15.0465
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577388 -200123 -579229 -577388 653723 -579229
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21288,
    "evaluation_days": 1774,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606687200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086421856,
    "expiration_time": 1764600249600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -96437.362780284,
            99740.4062716135,
            -196177.7690518973,
            -99887.0940018151,
            1693076.4536784429,
            -1792963.5476802592
        ],
        [
            -96.437363,
            99.740406,
            -196.177769,
            -99.887094,
            1693.076454,
            -1792.963548
        ],
        [
            -0.054362,
            0.056223,
            -0.110585,
            -0.381815,
            0.162845,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -504588,
            -207328,
            -331505,
            -2144776,
            -56433,
            -2489978
        ],
        [
            0.952358,
            1.125457,
            0.840402,
            0.9716,
            7.315094,
            0.448164
        ],
        [
            535,
            268,
            267,
            535,
            268,
            267
        ],
        [
            292,
            156,
            136,
            292,
            156,
            136
        ],
        [
            243,
            112,
            131,
            243,
            112,
            131
        ],
        [
            54.579439,
            58.208955,
            50.93633,
            54.579439,
            58.208955,
            50.93633
        ],
        [
            0.792545,
            0.80802,
            0.809505,
            0.808558,
            5.251863,
            0.431687
        ],
        [
            35166,
            28773,
            35166,
            285033,
            285033,
            231713
        ],
        [
            -96427,
            -41563,
            -96427,
            -1301706,
            -56433,
            -1301706
        ],
        [
            39,
            30,
            48,
            39,
            30,
            48
        ],
        [
            31,
            23,
            41,
            31,
            23,
            41
        ],
        [
            48,
            39,
            55,
            48,
            39,
            55
        ],
        [
            21031,
            8083,
            12948,
            21031,
            8083,
            12948
        ],
        [
            0,
            0,
            15.046549,
            0,
            0,
            15.046549
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577388,
            -200123,
            -579229,
            -577388,
            653723,
            -579229
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21288,
    "evaluation_days": 1774,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606687200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086421856,
    "expiration_time": 1764600249600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)